Orica Ltd Adr Stock Market Value
| OCLDY Stock | USD 16.65 0.00 0.00% |
| Symbol | Orica |
Orica 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Orica's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Orica.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Orica on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Orica Ltd ADR or generate 0.0% return on investment in Orica over 30 days. Orica is related to or competes with AGC, Nitto Denko, Fuchs Petrolub, Arkema SA, Fuchs Petrolub, BlueScope Steel, and Mitsubishi Chemical. Orica Limited manufactures, distributes, and sells commercial blasting systems, mining and tunnelling support systems, a... More
Orica Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Orica's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Orica Ltd ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.1159 | |||
| Maximum Drawdown | 7.01 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 3.74 |
Orica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orica's standard deviation. In reality, there are many statistical measures that can use Orica historical prices to predict the future Orica's volatility.| Risk Adjusted Performance | 0.1253 | |||
| Jensen Alpha | 0.2473 | |||
| Total Risk Alpha | 0.0886 | |||
| Sortino Ratio | 0.0783 | |||
| Treynor Ratio | 2.53 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Orica's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Orica Ltd ADR Backtested Returns
Orica appears to be very steady, given 3 months investment horizon. Orica Ltd ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Orica Ltd ADR, which you can use to evaluate the volatility of the company. Please evaluate Orica's Risk Adjusted Performance of 0.1253, semi deviation of 0.5251, and Coefficient Of Variation of 585.29 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Orica holds a performance score of 17. The company holds a Beta of 0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, Orica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orica is expected to be smaller as well. Please check Orica's treynor ratio, as well as the relationship between the expected short fall and relative strength index , to make a quick decision on whether Orica's historical price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Orica Ltd ADR has poor reverse predictability. Overlapping area represents the amount of predictability between Orica time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Orica Ltd ADR price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Orica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Orica Ltd ADR lagged returns against current returns
Autocorrelation, which is Orica pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Orica's pink sheet expected returns. We can calculate the autocorrelation of Orica returns to help us make a trade decision. For example, suppose you find that Orica has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Orica regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Orica pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orica pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orica pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Orica Lagged Returns
When evaluating Orica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orica pink sheet have on its future price. Orica autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Orica autocorrelation shows the relationship between Orica pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Orica Ltd ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Orica Pink Sheet Analysis
When running Orica's price analysis, check to measure Orica's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Orica is operating at the current time. Most of Orica's value examination focuses on studying past and present price action to predict the probability of Orica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orica's price. Additionally, you may evaluate how the addition of Orica to your portfolios can decrease your overall portfolio volatility.